| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 386310.3821 | 307536.103 | 78774.2791 | 74052.3513 | 602960.2275 | -528907.8762 |
| Total P&L (%) | 386.3104 | 307.5361 | 78.7743 | 74.0524 | 602.9602 | -528.9079 |
| Avg Daily Profit (%) | 0.1775 | 0.1413 | 0.0362 | 0.0255 | 0.0896 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -256019 | -200165 | -102015 | -3108640 | -2113932 | -1096402 |
| Profit Factor | 1.6019 | 1.7978 | 1.3073 | 1.0183 | 1.233 | 0.6379 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 44.8598 | 40.7407 | 49.0566 | 44.8598 | 40.7407 | 49.0566 |
| Ratio Avg Win / Avg Loss | 1.9691 | 2.615 | 1.3576 | 1.2517 | 1.7935 | 0.6624 |
| Largest Winning Trade | 235247 | 235247 | 38291 | 1326959 | 1326959 | 199536 |
| Largest Losing Trade | -44294 | -44294 | -33582 | -829464 | -829464 | -404206 |
| Avg Bars in Trades | 57 | 57 | 58 | 57 | 57 | 58 |
| Avg Bars in Winners | 75 | 77 | 73 | 75 | 77 | 73 |
| Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
| Bars Traded | 6188 | 3111 | 3077 | 6188 | 3111 | 3077 |
| Profit Streak | 0 | 0 | 57.2037 | 0 | 0 | 57.2037 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314854 | -184697 | -323873 | -360980 | -255768 | -760220 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6531,
"evaluation_days": 2177,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579046400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760043201692,
"expiration_time": 1765668384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 247,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
386310.3820906146,
307536.1030398167,
78774.2790507979,
74052.3513232724,
602960.2275047306,
-528907.8761814584
],
[
386.310382,
307.536103,
78.774279,
74.052351,
602.960228,
-528.907876
],
[
0.177451,
0.141266,
0.036185,
0.02546,
0.089619,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-256019,
-200165,
-102015,
-3108640,
-2113932,
-1096402
],
[
1.601939,
1.797832,
1.307337,
1.018292,
1.233006,
0.637874
],
[
107,
54,
53,
107,
54,
53
],
[
48,
22,
26,
48,
22,
26
],
[
59,
32,
27,
59,
32,
27
],
[
44.859813,
40.740741,
49.056604,
44.859813,
40.740741,
49.056604
],
[
1.96905,
2.615028,
1.35762,
1.251651,
1.793463,
0.662408
],
[
235247,
235247,
38291,
1326959,
1326959,
199536
],
[
-44294,
-44294,
-33582,
-829464,
-829464,
-404206
],
[
57,
57,
58,
57,
57,
58
],
[
75,
77,
73,
75,
77,
73
],
[
43,
43,
43,
43,
43,
43
],
[
6188,
3111,
3077,
6188,
3111,
3077
],
[
0,
0,
57.203723,
0,
0,
57.203723
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314854,
-184697,
-323873,
-360980,
-255768,
-760220
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6531,
"evaluation_days": 2177,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579046400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760043201692,
"expiration_time": 1765668384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 247,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|